+173.6%
SYF vs ZCMD
-100.0%
+273.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.4% |
| 7D | -3.3% | -2.9% | -0.3% | -3.2% |
| 30D | -2.2% | -28.5% | +26.3% | -1.8% |
| 3M | -9.3% | -56.5% | +47.2% | -8.6% |
| 6M | +2.1% | -99.7% | +101.7% | +9.0% |
| YTD | -12.6% | -99.9% | +87.2% | -4.8% |
| 1Y | -3.4% | -99.9% | +96.5% | +6.1% |
| 3Y | +156.5% | -100.0% | +256.5% | +202.7% |
| 5Y | +59.6% | -100.0% | +159.6% | +92.9% |
| All | +173.6% | -100.0% | +273.6% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling